A Quantitative Primer on Investments with R

Target audience

Quantitative finance professionals; graduate students in finance and economics; students in statistics, math, OR, engineering, physics, and CS who are interested in finance.

Why

Quants-in-training often skip studying investments in favor of more quantitatively-oriented courses. This text fills that gap with a quantitative approach to investments — so they can create better, more profitable models.

Proven Value

Over a decade of students have used this material to enter the world of quantitative finance and succeed.

Applied Content

Example R code implements ideas in the text. Short quizzes ensure the basics are retained; answers are given so you can teach yourself. Longer exercises use theory, R code, and data to build intuition.